TY - INPR
A1 - Franke, Jürgen
T1 - Weak Dependence of Functional INGARCH Processes
N2 - We introduce a class of models for time series of counts which include INGARCH-type models as well as log linear models for conditionally Poisson distributed data. For those processes, we formulate simple conditions for stationarity and weak dependence with a geometric rate. The coupling argument used in the proof serves as a role model for a similar treatment of integer-valued time series models based on other types of thinning operations.
T3 - Report in Wirtschaftsmathematik (WIMA Report) - 126
KW - count data
KW - integer-valued time series
KW - integer GARCH
KW - Poisson regression
KW - weak dependence
Y1 - 2010
UR - https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/2186
UR - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:hbz:386-kluedo-16389
ER -